Strong consistency of least squares estimates in multiple regression models with random regressors

DOI10.1007/s00184-013-0443-yzbMath1329.60072OpenAlexW2024553515MaRDI QIDQ464383

João Lita da Silva

Publication date: 17 October 2014

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-013-0443-y

zbMATH Keywords

least squares estimatorregression modelsstrong consistencyrandom regressors

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Strong limit theorems (60F15)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the almost sure convergence of randomly weighted sums of random elements
• Asymptotic properties of least-squares estimates in stochastic regression models
• An inequality for a sum of quadratic forms with applications to probability theory
• Strong consistency of least squares estimates in normal linear regression
• Strong consistency of least squares estimates in dynamic models
• Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
• Strong consistency of least squares estimates with i.i.d. errors with mean values not necessarily defined
• A note on the strong consistency of least squares estimates
• Matrix Analysis
• Local Convergence of Martingales and the Law of Large Numbers
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems

This page was built for publication: Strong consistency of least squares estimates in multiple regression models with random regressors